| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
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| Index | Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues | Day’s Perf. | Index Value |
| Ratchet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0340 % | 2,768.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0340 % | 5,214.1 |
| Floater | 5.30 % | 5.36 % | 24,917 | 14.90 | 2 | -0.0340 % | 3,004.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2408 % | 3,609.5 |
| SplitShare | 4.80 % | 5.36 % | 61,686 | 2.42 | 5 | 0.2408 % | 4,310.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2408 % | 3,363.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2483 % | 3,044.6 |
| Perpetual-Discount | 5.75 % | 5.79 % | 49,272 | 14.17 | 32 | -0.2483 % | 3,276.0 |
| FixedReset Disc | 5.70 % | 6.19 % | 80,115 | 13.33 | 25 | 0.2250 % | 3,363.4 |
| Insurance Straight | 5.69 % | 5.76 % | 68,014 | 14.25 | 19 | -0.2227 % | 3,162.4 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2250 % | 4,106.7 |
| FixedReset Prem | 6.04 % | 5.01 % | 77,604 | 1.92 | 24 | -0.1612 % | 2,611.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2250 % | 3,438.0 |
| FixedReset Ins Non | 5.66 % | 5.72 % | 48,805 | 13.75 | 13 | -0.0064 % | 3,220.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| POW.PR.H | Perpetual-Discount | -6.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-26 Maturity Price : 23.05 Evaluated at bid price : 23.35 Bid-YTW : 6.20 % |
| GWO.PR.S | Insurance Straight | -5.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-26 Maturity Price : 21.51 Evaluated at bid price : 21.51 Bid-YTW : 6.18 % |
| CU.PR.K | Perpetual-Discount | -4.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-26 Maturity Price : 23.29 Evaluated at bid price : 23.60 Bid-YTW : 6.03 % |
| MFC.PR.M | FixedReset Ins Non | -3.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-26 Maturity Price : 23.09 Evaluated at bid price : 24.30 Bid-YTW : 6.05 % |
| GWO.PR.L | Insurance Straight | -2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-26 Maturity Price : 23.51 Evaluated at bid price : 23.78 Bid-YTW : 6.00 % |
| PWF.PR.H | Perpetual-Discount | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-26 Maturity Price : 23.92 Evaluated at bid price : 24.18 Bid-YTW : 5.97 % |
| POW.PR.A | Perpetual-Discount | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-26 Maturity Price : 23.85 Evaluated at bid price : 24.10 Bid-YTW : 5.85 % |
| CU.PR.E | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-26 Maturity Price : 22.30 Evaluated at bid price : 22.57 Bid-YTW : 5.50 % |
| ENB.PR.H | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-26 Maturity Price : 23.41 Evaluated at bid price : 24.46 Bid-YTW : 5.94 % |
| MFC.PR.Q | FixedReset Ins Non | 2.24 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.56 Bid-YTW : 4.93 % |
| POW.PR.G | Perpetual-Discount | 3.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-26 Maturity Price : 24.21 Evaluated at bid price : 24.50 Bid-YTW : 5.75 % |
| FTS.PR.J | Perpetual-Discount | 5.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-26 Maturity Price : 21.59 Evaluated at bid price : 21.85 Bid-YTW : 5.51 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.N | FixedReset Disc | 100,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-26 Maturity Price : 23.13 Evaluated at bid price : 24.93 Bid-YTW : 5.67 % |
| FTS.PR.H | FixedReset Disc | 26,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-26 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.07 % |
| MFC.PR.F | FixedReset Ins Non | 23,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-26 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 5.86 % |
| ENB.PF.E | FixedReset Disc | 18,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-26 Maturity Price : 22.83 Evaluated at bid price : 23.85 Bid-YTW : 6.39 % |
| TD.PF.I | FixedReset Prem | 12,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.39 Bid-YTW : 4.66 % |
| BILP.PR.A | FixedReset Prem | 10,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-10-01 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 5.84 % |
| There were 0 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible. | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.J | Perpetual-Discount | Quote: 21.80 – 26.00 Spot Rate : 4.2000 Average : 2.5665 YTW SCENARIO |
| POW.PR.H | Perpetual-Discount | Quote: 23.35 – 25.07 Spot Rate : 1.7200 Average : 1.0021 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 21.51 – 22.94 Spot Rate : 1.4300 Average : 0.9129 YTW SCENARIO |
| CU.PR.K | Perpetual-Discount | Quote: 23.60 – 24.80 Spot Rate : 1.2000 Average : 0.8185 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 24.30 – 25.30 Spot Rate : 1.0000 Average : 0.6995 YTW SCENARIO |
| FTS.PR.F | Perpetual-Discount | Quote: 22.27 – 23.35 Spot Rate : 1.0800 Average : 0.8148 YTW SCENARIO |